+3,159.9%
PEP vs RVTY
+2,416.7%
+743.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.2% | +13.2% | -13.0% | -1.3% |
| 3M | -1.1% | +27.2% | -28.4% | -4.1% |
| 6M | -13.5% | +32.4% | -45.9% | -16.7% |
| YTD | -1.2% | +34.9% | -36.1% | -5.3% |
| 1Y | -1.6% | +52.4% | -53.9% | -7.2% |
| 3Y | -12.5% | +12.3% | -24.8% | -15.5% |
| 5Y | +3.0% | -30.8% | +33.9% | +4.4% |
| 10Y | +73.9% | +150.7% | -76.8% | +50.4% |
| All | +3,159.9% | +2,416.7% | +743.3% | +1,475.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling